Nanex Research

Nanex ~ 31-Oct-2012 ~ Micro Flash Crash Events are Growing

The chart below shows the daily count of micro-flash crashes that triggered one of our market monitors. The chart is in log-scale for better visibility. Since the beginning of this year through October 31, 2012, there have been 12,848 micro-flash crashes. About 5% of these events are news-worthy and probably appear on one of the links on this page (some charts for October 31st). The extreme cases might get more attention and appear here. See this link for an explanation of what our micro-flash crash monitor looks for. Our last update on these events can be found here.

Note that recently, the number of these events has been trending higher.

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